Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 0.511977 0.574143 0.644732 0.731669 0.837054 0.962266 1.124777
2025-09-21 0.435001 0.510878 0.603401 0.727026 0.891952 1.110836 1.435437
2025-09-28 0.379529 0.460083 0.563345 0.709802 0.920147 1.225750 1.735537
2025-10-05 0.358583 0.448001 0.568311 0.749488 1.030660 1.482345 2.350014
2025-10-12 0.349403 0.449124 0.589673 0.814335 1.192287 1.870907 3.418100
2025-10-19 0.321695 0.420646 0.564118 0.802207 1.224416 2.042937 4.165901
2025-10-26 0.302040 0.401338 0.549233 0.803739 1.279451 2.278650 5.277307
2025-11-02 0.278912 0.374591 0.519692 0.775671 1.272142 2.377792 6.099980
2025-11-09 0.255014 0.344771 0.482428 0.729107 1.219007 2.352936 6.488876
2025-11-16 0.241347 0.329533 0.467078 0.719482 1.239421 2.518909 7.862653
2025-11-23 0.237593 0.329235 0.475853 0.754897 1.363837 3.021876 11.911735
2025-11-30 0.227771 0.318551 0.466129 0.753640 1.405330 3.308258 15.724961
2025-12-07 0.215925 0.304481 0.450529 0.741177 1.423639 3.555736 20.779482
2025-12-14 0.206276 0.293361 0.439144 0.735829 1.459383 3.897390 29.817231
2025-12-21 0.195702 0.280040 0.422763 0.718039 1.458889 4.106382 40.174024
2025-12-28 0.194077 0.281492 0.433014 0.758293 1.629663 5.224779 115.193989
2026-01-04 0.195415 0.288008 0.453186 0.824228 1.905134 7.368161 2570.793702
2026-01-11 0.187345 0.277651 0.440378 0.811857 1.927920 8.044026 NaN
2026-01-18 0.181449 0.270769 0.433742 0.813405 2.000053 9.255661 NaN
2026-01-25 0.172799 0.258541 0.415738 0.784838 1.956568 9.451242 NaN
2026-02-01 0.162721 0.243356 0.391075 0.737471 1.834294 8.797169 NaN
2026-02-08 0.157162 0.236051 0.381705 0.727682 1.851748 9.557345 NaN
2026-02-15 0.156507 0.237512 0.389948 0.763701 2.059681 13.027002 NaN